Stunned neighbors organized a vigil Saturday night in front of the house where two children were found stabbed to death in suburban Washington after their mother allegedly attempted an "exorcism."

The children's mother, Zakieya Latrice Avery, 28, and Monifa Denise Sanford, 21, were charged in connection to slayings that Montgomery County Police said resulted from the women's belief that they were "performing an exorcism" on the children.

Two other children found at the residence had minor injuries and were expected to be OK, authorities said.

The women were charged with two counts of first-degree murder and two counts of attempted first-degree murder.

ABC News' attempts to locate attorneys for the two accused women have been unsuccessful.

Stuffed animals, flowers, balloons and candles lined the sidewalk in front of the house Saturday night where the children were found. Neighbors and visitors huddled around the improvised memorial with candles.

One woman, an unidentified relative, was seen sobbing uncontrollably on the sidewalk in front of the house, according to ABC News affiliate WJLA-TV in Washington.

Neighbors said there had been no signs of anything wrong at the house.

"My heart goes out to the children, my heart goes out to the family. My heart even goes out to the mother," neighbor Judith Clark said to WJLA-TV. "But we did not see it coming."

Another neighbor Robert Wooden said the story "broke" his heart.

"That's everybody's first reaction, 'Oh, my God, how can this happen? How can you do this as a child.' You don't know what's going on in somebody's mind," Wooden told WJLA-TV. "If there's problems going on at home and they're seeking mental health [help] and they're not getting the mental health [help], what can we do to stop it?"

Police responded to a call Friday around 9:30 a.m. at a townhouse where officers discovered what they described as a "very bloody" crime scene.

"Investigators have learned that the two defendants believed that they were performing an exorcism," police said in a statement released Saturday.

Police found both Norell Harris, 1, and Zyana Harris, 2, dead with multiple stab wounds. Avery's two other children, Taniya Harris, 5, and Martello Harris, 8, along with Sanford, were also found injured and taken to a hospital.

Avery was unhurt. Police arrested the woman when she allegedly attempted to flee the scene. She was being held without bond.

Taniya Harris and Martello Harris remain hospitalized, while Sanford was arrested Saturday afternoon after her release from hospital, police said in a statement.

"Cases like this are heartbreaking" Montgomery County Police Chief Tom Manger said in the statement. "Our thoughts are with the family and friends of the victims along with the 911 operators, police officers, evidence technicians, and fire and EMS personnel that responded."

The turmoil began Thursday night, when police responded to a 911 call by a neighbor reporting a child left unattended in a vehicle, Montgomery County Police Captain Jim Daly told ABC News.

By the time police arrived, two women had left the townhouse, retrieved the child and re-entered the home. Police investigated and arranged for child protective services to visit the home of the child.

Police received another 911 call from a resident of the same neighborhood Friday morning, reporting blood on the outside of a vehicle and a knife lying outside of the vehicle, prompting police to enter the residence. When they entered, Avery allegedly fled out of the back of the home and was apprehended by police, authorities said.

Police found two children dead in the upstairs part of the home, as well as the two other children and Sanford, who suffered injuries. Sanford is not believed to be a family member but is believed to have lived at the residence, police said.